Article ID Journal Published Year Pages File Type
1154149 Statistics & Probability Letters 2009 8 Pages PDF
Abstract

In this paper we study the rate of convergence of the Markov chain Xn+1=AXn+Bn(modp), where AA is an integer invertible matrix, and {Bn}n is a sequence of independent and identically distributed integer vectors. If AA has an eigenvalue of size 1, then n=O(p2)n=O(p2) steps are necessary and sufficient to have Xn sampling from a nearly uniform distribution.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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